I would like to retrieve data from database of other server. If is it possible how to do? For instance, I would like to take data from server CVM.cx.sa/sdf database ASdb and table Customers. I tried like

Select *from [CVM.cx.sa/sdf].ASdb.Customers

When I run that select I got error message:Could not find server 'CVM.cx.sa/sdf' in sys.servers. Verify that the correct server name was specified. If necessary, execute the stored procedure sp_addlinkedserver to add the server to sys.servers.